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MT4 to Excel through Excel RTD (Finally!) 612 replies

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Metatrader to Excel and back

  • #61
  • Sep 3, 2019 11:38pm Sep 3, 2019 11:38pm
Quoting mtharwat
Generally speaking...I wanted to share some of my thoughts The beauty of Excel is the easiness of scoring the formulas' outcome. For example, a MACD crossover on an H4 TF can be scored as 1 or -1 in a separate column. Same with RSI and ADX, angle of MA, the slope of an indicator, etc.. All can be done with simple 'If functions'. One can create a simple dashboard with any scoring formula. There are also a couple of excel plugins that can generate the calculation automatically or relatively inexpensive books that have the formulas for most of the...
I prefer my own source code, thank you. I will NOT run someone else's .ex4's on my live account.

But hey, I'm a developer and I can afford that kind of luxury.

Glad you found what you were looking for.
  • #62
  • Sep 6, 2019 5:56am Sep 6, 2019 5:56am
Quoting JR97
{quote} Excel can update from csv's no problem. It takes VBA, though and most developers aren't verse in it. I can probably work it up for you if reading csv's is the route you want to take.
Hi JR97. Personally I didn't use VBA, just the data importer built into Excel. I had an EA writing a .txt file, then linked that to Excel and set it to refresh every minute. Nice and simple...as long as you can write the EA ;-)
  • #63
  • Edited 11:00am Sep 7, 2019 10:28am | Edited 11:00am
Looking for your comments please:

1-When I used the Excel RTD, I noticed that if I retrieve the last 100 bars, for a custom time frame, like H1 for about 30 tradable instruments, I encounter a freeze in my Excel 365 Desktop and it takes some tiime to reopen the Excel workbook. Any solution? May be EXCEL 365 is the problem? I read some negative comments on its high CPU usage in number of forums. Or may be it is my surface pro with its i5 processor and 4GB Ram?

2- Even if I use the RTD to get the last two bars, still I will need to do this on more than 100 instruments to run a screener/scan. I have not tested this, but I think Excel will freeze.

3- is there a way the EXCEL RTD can work on the 'online' Excel 365. In this case, the 200 + plus RTD functions applied in Excel would not cause it to freeze? as it will only depend on my internet connectivity? Or may be I should find a server/virtual hosting for the data imported? I am not a programmer but trying to think loudly.

4-I know EXCEL RTD doesnot import offline charts. But is it possible to import offline (Range/Renko) charts to excel once they are opened in MT4.
I understand that one can create a renko chart/values in Excel based on tick data or based on any time interval, but the tick data needed will be in Giga Bytes and is impractible, I guess, in the long term for all the pairs.

5-Can one open his MT4 in a virtual server and link it to Excel Online 24 hours? I think this will limit CPU usage.


Thanks in advance,
Regards
  • #64
  • Sep 7, 2019 5:51pm Sep 7, 2019 5:51pm
Quoting mtharwat
Looking for your comments please: 1-When I used the Excel RTD, I noticed that if I retrieve the last 100 bars, for a custom time frame, like H1 for about 30 tradable instruments, I encounter a freeze in my Excel 365 Desktop and it takes some tiime to reopen the Excel workbook. Any solution? May be EXCEL 365 is the problem? I read some negative comments on its high CPU usage in number of forums. Or may be it is my surface pro with its i5 processor and 4GB Ram? 2- Even if I use the RTD to get the last two bars, still I will need to do this on more...
Ask your broker where you got it from.

I have no answers because I don't use the RTD function in excel.
  • #65
  • Sep 25, 2019 6:42am Sep 25, 2019 6:42am
Works very well for Metatrader 4 - thanks! Any chance you could compile a 64 bit version for the latest Metatrader 5?
  • #66
  • Sep 25, 2019 7:12am Sep 25, 2019 7:12am
Hi Nondisclosure

Thanks for this useful tool, however I tried using on MT5 and I this error (see attached).

Will like to know if this can be fixed..

Thanks for your time.

Regards.....
Attached Image (click to enlarge)
Click to Enlarge Name: MT5_ERROR.JPG Size: 28 KB
  • #67
  • Sep 25, 2019 12:14pm Sep 25, 2019 12:14pm
Quoting DavieMac
Hi Nondisclosure Thanks for this useful tool, however I tried using on MT5 and I this error (see attached). Will like to know if this can be fixed.. Thanks for your time. Regards..... {image}
If MT5 is going to require only 64 bit DLL's, then as far as I know; no.

Now, that all being said, if you feel adventurous, you download the source code from the first post and re-compile it targeting the 64 bit platform. I don't know how that DLL would work, if it even would.
  • #68
  • Sep 26, 2019 2:34am Sep 26, 2019 2:34am
Quoting nondisclosure00
{quote} If MT5 is going to require only 64 bit DLL's, then as far as I know; no. Now, that all being said, if you feel adventurous, you download the source code from the first post and re-compile it targeting the 64 bit platform. I don't know how that DLL would work, if it even would.
Thanks for quick responds...will stick to mt4 for now
  • #69
  • Edited 9:49pm Sep 26, 2019 9:34pm | Edited 9:49pm
I've recompiled the code after minor modification into a 64 bit dll for Metatrader 5. The main difference was that DllExport is no longer needed. The calling code from MT5 is also different. The dll uses .NET framework 4.7.2

See attached a portable CExcel class include file (which includes acknowledgments and very brief documentation) and the new Metatrader5ToExcel.dll
Attached File(s)
File Type: zip Metatrader5ToExcel.zip   6 KB | 595 downloads
File Type: mqh Excel.mqh   18 KB | 502 downloads
  • #70
  • Nov 19, 2019 12:13am Nov 19, 2019 12:13am
Quoting phamsmit
I've recompiled the code after minor modification into a 64 bit dll for Metatrader 5. The main difference was that DllExport is no longer needed. The calling code from MT5 is also different. The dll uses .NET framework 4.7.2 See attached a portable CExcel class include file (which includes acknowledgments and very brief documentation) and the new Metatrader5ToExcel.dll {file} {file}
Do you plan to share the source code?
  • #71
  • Nov 26, 2019 9:10pm Nov 26, 2019 9:10pm
Thanks for this @nondisclousre00

I was looking for a way to simplify sending prices to excel and just found this.

Works perfectly!

Cheers

Lux
MT4 EA, Indicator and Alert Coder Since 2006
  • #72
  • Nov 27, 2019 11:43am Nov 27, 2019 11:43am
Quoting luxinterior
Thanks for this @nondisclousre00 I was looking for a way to simplify sending prices to excel and just found this. Works perfectly! Cheers Lux
Thanks!
  • #73
  • Dec 13, 2019 2:24am Dec 13, 2019 2:24am
Hi nondisclousre00 and thank you for your work.
Because I'd like to export last candle time, I used:
PutInt(Time[0+1],"Sheet1",2,1);

The problem is I get the total amount of seconds from 01/01/1970.
Can you help me about it, please?

Thanks
Marco
  • #74
  • Dec 17, 2019 4:20am Dec 17, 2019 4:20am
Quoting phamsmit
I've recompiled the code after minor modification into a 64 bit dll for Metatrader 5. The main difference was that DllExport is no longer needed. The calling code from MT5 is also different. The dll uses .NET framework 4.7.2 See attached a portable CExcel class include file (which includes acknowledgments and very brief documentation) and the new Metatrader5ToExcel.dll {file} {file}
Thanks for MT5 libraries, but for this to work, don't we need a "test dll.mq5" file? The mq4 file will surely not compile and thus not work in MT5.. or how do I get the expert to work in MT5... thanks if anybody could help. I desperate to get tick data streaming from MT5 to Excel. MT4 is no problem.
  • #75
  • Dec 20, 2019 8:23am Dec 20, 2019 8:23am
Hi nondisclosre00, thank you for sharing this. I was looking for such thing but I couldn't find any, coming here through your link in this thread https://www.forexfactory.com/showthread.php?t=720307 . I implemented your instructions, but unfortunately because of my novicite couldn't get any result. If it's convenient for you, can you please show me how should I modify test dll.mq4 code to get results? For example, if I want the data of simple moving average(100 period) on daily timeframe on EURUSD for 2019, what should I do? Much appreciate your helpl
  • #76
  • Jan 20, 2020 12:50pm Jan 20, 2020 12:50pm
Hi Sir,
Thank you for sharing this awesome work! It helped me a lot but I need to close excel file after importing data to Metatrader. In my MQL4 program it is necessary to get data from several individual excel files and loading of several excel files makes the speed of CPU very slow!
Is it possible for you to provide a new version of this third party software with an option to close excel file after putting or getting data from it? (Or after putting or getting data in the background without even opening the Excel?)
  • #77
  • Jan 27, 2020 11:48pm Jan 27, 2020 11:48pm
Hi nondisclosure00
Is it possible for you to provide an option to run an excel macro from MQL? or enlighten me a little how to edit the dll file in order to add more option to it?
  • #78
  • Jan 28, 2020 12:59pm Jan 28, 2020 12:59pm
Quoting Rossifumi
Hi nondisclousre00 and thank you for your work. Because I'd like to export last candle time, I used: PutInt(Time[0+1],"Sheet1",2,1); The problem is I get the total amount of seconds from 01/01/1970. Can you help me about it, please? Thanks Marco
Don't send an int. Use the function that sends a string instead.
  • #79
  • Jan 28, 2020 1:01pm Jan 28, 2020 1:01pm
Quoting saeid69
Hi nondisclosre00, thank you for sharing this. I was looking for such thing but I couldn't find any, coming here through your link in this thread https://www.forexfactory.com/showthread.php?t=720307 . I implemented your instructions, but unfortunately because of my novicite couldn't get any result. If it's convenient for you, can you please show me how should I modify test dll.mq4 code to get results? For example, if I want the data of simple moving average(100 period) on daily timeframe on EURUSD for 2019, what should I do? Much appreciate...
You should use the function to put a double in your spreadsheet. In your MQL code, pull the data from the daily EURUSD chart.
  • #80
  • Jan 28, 2020 1:02pm Jan 28, 2020 1:02pm
Quoting hatef3000
Hi Sir, Thank you for sharing this awesome work! It helped me a lot but I need to close excel file after importing data to Metatrader. In my MQL4 program it is necessary to get data from several individual excel files and loading of several excel files makes the speed of CPU very slow! Is it possible for you to provide a new version of this third party software with an option to close excel file after putting or getting data from it? (Or after putting or getting data in the background without even opening the Excel?)
It's on the list along with saving the excel file. But I haven't had any time to work on it. Not sure when I will.
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